Working Papers / University of Pennsylvania, Wharton School, Weiss Center
Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
22
Impact Factor (IF)
0
5 Years IF
0
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
[
trace new citations] [Missing
citations? Add them now]
[Incorrect content? Let us
know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2000 | 0 | 0.55 | 0 | 0 | 4 | 4 | 44 | 0 | 0 | 0 | 0 | 0 | 0.25 | |||||
| 2001 | 1.75 | 0.48 | 1.13 | 1.75 | 4 | 8 | 36 | 9 | 9 | 4 | 7 | 4 | 7 | 1 | 11.1 | 1 | 0.25 | 0.27 |
| 2002 | 0.88 | 0.55 | 1.33 | 0.88 | 1 | 9 | 32 | 10 | 21 | 8 | 7 | 8 | 7 | 0 | 3 | 3 | 0.31 | |
| 2003 | 1.4 | 0.52 | 1.25 | 1.56 | 3 | 12 | 22 | 14 | 36 | 5 | 7 | 9 | 14 | 1 | 7.1 | 0 | 0.29 | |
| 2004 | 1 | 0.59 | 1 | 1.25 | 4 | 16 | 10 | 15 | 52 | 4 | 4 | 12 | 15 | 1 | 6.7 | 0 | 0.36 | |
| 2005 | 0.86 | 0.6 | 1.57 | 1.56 | 5 | 21 | 58 | 30 | 85 | 7 | 6 | 16 | 25 | 3 | 10 | 5 | 1 | 0.35 |
| 2006 | 1.33 | 0.58 | 1.32 | 1.24 | 4 | 25 | 39 | 29 | 118 | 9 | 12 | 17 | 21 | 3 | 10.3 | 4 | 1 | 0.34 |
| 2007 | 0.78 | 0.52 | 0.79 | 0.71 | 3 | 28 | 96 | 22 | 140 | 9 | 7 | 17 | 12 | 0 | 6 | 2 | 0.29 | |
| 2008 | 2.57 | 0.58 | 1.39 | 1.84 | 5 | 33 | 33 | 44 | 186 | 7 | 18 | 19 | 35 | 0 | 4 | 0.8 | 0.29 | |
| 2009 | 2.13 | 0.58 | 1.11 | 1.57 | 2 | 35 | 10 | 38 | 225 | 8 | 17 | 21 | 33 | 0 | 0 | 0.33 | ||
| 2010 | 1.29 | 0.53 | 0.61 | 1.42 | 49 | 84 | 532 | 51 | 276 | 7 | 9 | 19 | 27 | 5 | 9.8 | 19 | 0.39 | 0.3 |
| 2011 | 1.45 | 0.61 | 0.79 | 1.32 | 54 | 138 | 426 | 109 | 385 | 51 | 74 | 63 | 83 | 4 | 3.7 | 18 | 0.33 | 0.37 |
| 2012 | 1.17 | 0.67 | 1 | 1.19 | 21 | 159 | 144 | 159 | 544 | 103 | 121 | 113 | 134 | 2 | 1.3 | 6 | 0.29 | 0.36 |
| 2013 | 1.32 | 0.65 | 1.11 | 1.22 | 31 | 190 | 845 | 211 | 755 | 75 | 99 | 131 | 160 | 15 | 7.1 | 23 | 0.74 | 0.34 |
| 2014 | 1.52 | 0.67 | 1.02 | 1.17 | 22 | 212 | 119 | 217 | 972 | 52 | 79 | 157 | 184 | 0 | 11 | 0.5 | 0.34 | |
| 2015 | 2.21 | 0.65 | 1.07 | 1.18 | 14 | 226 | 55 | 241 | 1213 | 53 | 117 | 177 | 209 | 4 | 1.7 | 5 | 0.36 | 0.36 |
| 2016 | 0.94 | 0.63 | 0.82 | 0.96 | 11 | 237 | 60 | 195 | 1408 | 36 | 34 | 142 | 137 | 3 | 1.5 | 8 | 0.73 | 0.34 |
| 2017 | 0.48 | 0.61 | 0.85 | 1.37 | 2 | 239 | 1 | 202 | 1610 | 25 | 12 | 99 | 136 | 0 | 1 | 0.5 | 0.34 | |
| 2018 | 0.85 | 0.6 | 0.83 | 1.43 | 1 | 240 | 23 | 198 | 1808 | 13 | 11 | 80 | 114 | 2 | 1 | 5 | 5 | 0.34 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until year y |
| D2Y: | Number of articles published in y-1 plus y-2 |
| C2Y: | Cites in y to articles published in y-1 plus y-2 |
| D5Y: | Number of articles published in y-1 until y-5 |
| C5Y: | Cites in y to articles published in y-1 until y-5 |
| SC: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
50 most cited documents in this series
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2013 | Bank Regulation and Supervision in 180 Countries from 1999 to 2011. (2013). Levine, Ross ; Caprio, Gerard ; Barth, James. In: Working Papers. RePEc:ecl:upafin:13-04. Full description at Econpapers || Download paper | 432 |
| 2 | 2013 | Who Said Large Banks Dont Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function. (2013). Mester, Loretta ; Hughes, Joseph. In: Working Papers. RePEc:ecl:upafin:13-17. Full description at Econpapers || Download paper | 177 |
| 3 | 2010 | Monetary Policy, Leverage, and Bank Risk-Taking. (2010). Marquez, Robert ; Laeven, Luc ; Dell'ariccia, Giovanni. In: Working Papers. RePEc:ecl:upafin:11-05. Full description at Econpapers || Download paper | 115 |
| 4 | 2010 | Financial Connections and Systemic Risk. (2010). Carletti, Elena ; Babus, Ana ; Allen, Franklin. In: Working Papers. RePEc:ecl:upafin:10-20. Full description at Econpapers || Download paper | 96 |
| 5 | 2010 | The Changing Role of Central Banks. (2010). Goodhart, C. A. E., . In: Working Papers. RePEc:ecl:upafin:11-27. Full description at Econpapers || Download paper | 93 |
| 6 | 2013 | Sovereign Ceilings Lite? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Valenzuela, Patricio ; Cowan, Kevin ; Borensztein, Eduardo. In: Working Papers. RePEc:ecl:upafin:13-11. Full description at Econpapers || Download paper | 84 |
| 7 | 2007 | Law and the Market: The Impact of Enforcement. (2007). Coffee, John C.. In: Working Papers. RePEc:ecl:upafin:07-3. Full description at Econpapers || Download paper | 67 |
| 8 | 2011 | Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts. (2011). Mitchell, Olivia ; Horneff, Wolfram ; Maurer, Raimond ; Chai, Jingjing. In: Working Papers. RePEc:ecl:upafin:11-43. Full description at Econpapers || Download paper | 67 |
| 9 | 2011 | Asset Prices, Financial Stability and Monetary Policy. (2011). Rogoff, Kenneth ; Allen, Franklin. In: Working Papers. RePEc:ecl:upafin:11-39. Full description at Econpapers || Download paper | 60 |
| 10 | 2011 | Why and How to Design a Contingent Convetible Debt Requirement. (2011). Herring, Richardj ; Calomiris, Charles W. In: Working Papers. RePEc:ecl:upafin:11-41. Full description at Econpapers || Download paper | 49 |
| 11 | 2012 | Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?. (2012). Stulz, René ; Nadauld, Taylor D ; Sherlund, Shane ; Merrill, Craig B. In: Working Papers. RePEc:ecl:upafin:13-01. Full description at Econpapers || Download paper | 45 |
| 12 | 2013 | Why High Leverage Is Optimal for Banks. (2013). Stulz, René ; Deangelo, Harry. In: Working Papers. RePEc:ecl:upafin:13-20. Full description at Econpapers || Download paper | 41 |
| 13 | 2002 | Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Anderson, Torben G.. In: Working Papers. RePEc:ecl:upafin:02-1. Full description at Econpapers || Download paper | 33 |
| 14 | 2012 | Resolving the African Financial Development Gap: Cross-Country Comparisons and a Within-Country Study of Kenya. (2012). Valenzuela, Patricio ; Cull, Robert ; Senbet, Lemma ; Qian, Jun ; Allen, Franklin ; Carletti, Elena. In: Working Papers. RePEc:ecl:upafin:12-07. Full description at Econpapers || Download paper | 27 |
| 15 | 2011 | Asset Commonality, Debt Maturity and Systemic Risk. (2011). Babus, Ana ; Allen, Franklin ; Carletti, Elena. In: Working Papers. RePEc:ecl:upafin:11-58. Full description at Econpapers || Download paper | 27 |
| 16 | 2010 | Transmission of Bank Liquidity Shocks in Loan and Deposit Markets: The Role of Interbank Borrowing and Market Monitoring. (2010). Kowalewski, Oskar ; Hryckiewicz, Aneta ; Allen, Franklin ; Tumer-Alkan, Gunseli. In: Working Papers. RePEc:ecl:upafin:10-28. Full description at Econpapers || Download paper | 25 |
| 17 | 2016 | The Corporate Complexity of Global Systemically Important Banks. (2016). Herring, Richard ; Carmassi, Jacopo. In: Working Papers. RePEc:ecl:upafin:16-09. Full description at Econpapers || Download paper | 25 |
| 18 | 2015 | Prestige without Purpose? Reputation, Differentiation, and Pricing in U.S. Equity Underwriting. (2015). Megginson, William L ; Gatchev, Vladimir A ; Fernando, Chitru S ; May, Anthony D. In: Working Papers. RePEc:ecl:upafin:15-09. Full description at Econpapers || Download paper | 24 |
| 19 | 2010 | Capital Regulation and Risk Sharing: Commentary. (2010). Gale, Douglas. In: Working Papers. RePEc:ecl:upafin:11-10. Full description at Econpapers || Download paper | 24 |
| 20 | 2018 | The Evolving Complexity of Capital Regulation. (2018). Herring, Richardj. In: Working Papers. RePEc:ecl:upafin:18-01. Full description at Econpapers || Download paper | 24 |
| 21 | 2010 | Rollover Risk and Market Freezes. (2010). Gale, Douglas ; Acharya, Viral ; Yorulmazer, Tanju. In: Working Papers. RePEc:ecl:upafin:11-11. Full description at Econpapers || Download paper | 23 |
| 22 | 2012 | Just How Big Is the Too Big to Fail Problem?. (2012). Swagel, Phillip ; Barth, James ; Prabha, Apanard. In: Working Papers. RePEc:ecl:upafin:12-06. Full description at Econpapers || Download paper | 22 |
| 23 | 2001 | The Foreign Exchange Risk Premium: Real and Nominal Factors. (2001). Hollifield, Burton ; Yaron, Amir. In: Working Papers. RePEc:ecl:upafin:01-1. Full description at Econpapers || Download paper | 22 |
| 24 | 2010 | The Mortgage Financial Crises: The Role of Credit Risk Management and Corporate Governance. (2010). Lang, William ; Jagtiani, Julapa. In: Working Papers. RePEc:ecl:upafin:10-12. Full description at Econpapers || Download paper | 22 |
| 25 | 2005 | Private Benefits of Control, Ownership, and the Cross-Listing Decision. (2005). Stulz, René ; Lins, Karl ; Karolyi, G. ; Miller, Darius ; Doidge, Craig. In: Working Papers. RePEc:ecl:upafin:05-1. Full description at Econpapers || Download paper | 21 |
| 26 | 2014 | Bank Risk Taking and Liquidity Creation Following Regulatory Interventions and Capital Support. (2014). Schaeck, Klaus ; Kick, Thomas ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:14-07. Full description at Econpapers || Download paper | 21 |
| 27 | 2011 | Did Doubling Reserve Requirements Cause the Recession of 1937-1938? A Microeconomic Approach. (2011). Wheelock, David ; Mason, Joseph R ; Calomiris, Charles W. In: Working Papers. RePEc:ecl:upafin:11-03. Full description at Econpapers || Download paper | 20 |
| 28 | 2003 | Cross-Border Valuation: The International Cost of Equity Capital. (2003). Dumas, Bernard ; Bodnar, Gordon ; Marston, Richard . In: Working Papers. RePEc:ecl:upafin:03-3. Full description at Econpapers || Download paper | 20 |
| 29 | 2005 | International Stock Return Comovements. (2005). zhang, xiaoyan ; Hodrick, Robert ; Bekaert, Geert. In: Working Papers. RePEc:ecl:upafin:06-3. Full description at Econpapers || Download paper | 20 |
| 30 | 2007 | The Corporate Governance Role of the Media: Evidence from Russia. (2007). Zingales, Luigi ; Volchkova, Natalya ; Dyck, Alexander. In: Working Papers. RePEc:ecl:upafin:07-1. Full description at Econpapers || Download paper | 18 |
| 31 | 2008 | Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Stromberg, Per ; Jenkinson, Tim ; Axelson, Ulf. In: Working Papers. RePEc:ecl:upafin:08-1. Full description at Econpapers || Download paper | 17 |
| 32 | 2006 | The Dynamics of Geographic versus Sectoral Diversification: Is There a Link to the Real Economy?. (2006). Sarkissian, Sergei ; Errunza, Vihang ; Carrieri, Francesca. In: Working Papers. RePEc:ecl:upafin:06-4. Full description at Econpapers || Download paper | 17 |
| 33 | 2011 | The Capital Conundrum. (2011). Herring, Richard. In: Working Papers. RePEc:ecl:upafin:11-70. Full description at Econpapers || Download paper | 17 |
| 34 | 2011 | How Does Capital Affect Bank Performance during Financial Crises?. (2011). , Christa ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:11-36. Full description at Econpapers || Download paper | 16 |
| 35 | 2000 | Using Asset Prices to Measure the Cost of Business Cycles. (2000). Jermann, Urban ; Alvarez, Fernando. In: Working Papers. RePEc:ecl:upafin:00-1. Full description at Econpapers || Download paper | 16 |
| 36 | 2011 | Who Said Large Banks Dont Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function. (2011). Mester, Loretta ; Hughes, Joseph. In: Working Papers. RePEc:ecl:upafin:11-47. Full description at Econpapers || Download paper | 16 |
| 37 | 2011 | How Does Capital Affect Bank Performance during Financial Crises?. (2011). , Christa ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:11-22. Full description at Econpapers || Download paper | 16 |
| 38 | 2006 | Is the International Diversification Potential Diminishing? Foreign Equity Inside and Outside the US. (2006). Lewis, Karen. In: Working Papers. RePEc:ecl:upafin:06-6. Full description at Econpapers || Download paper | 16 |
| 39 | 2011 | The Impact of Incentives and Communication Costs on Information Production: Evidence from Bank Lending. (2011). Yang, Zhishu ; Strahan, Philip E ; Qian, Jun. In: Working Papers. RePEc:ecl:upafin:11-62. Full description at Econpapers || Download paper | 15 |
| 40 | 2014 | The Federal Reserves Discount Window and TAF Programs: Pushing on a String?. (2014). Black, Lamont K ; Dlugosz, Jennifer ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:14-06. Full description at Econpapers || Download paper | 14 |
| 41 | 2011 | Corporate Governance and Intre-group Transactions in European Bank Holding Companies during the Crisis. (2011). Kowalewski, Oskar ; Gu, Xian ; Allen, Franklin. In: Working Papers. RePEc:ecl:upafin:11-35. Full description at Econpapers || Download paper | 14 |
| 42 | 2005 | Cost of Capital and Cash Flow Effects of U.S. Cross Listings. (2005). Leuz, Christian ; Hail, Luzi. In: Working Papers. RePEc:ecl:upafin:05-2. Full description at Econpapers || Download paper | 14 |
| 43 | 2007 | Do Foreigners Invest Less in Poorly Governed Firms?. (2007). Warnock, Francis ; Lins, Karl ; Leuz, Christian. In: Working Papers. RePEc:ecl:upafin:07-2. Full description at Econpapers || Download paper | 14 |
| 44 | 2013 | The Cyprus Debt: Perfect Crisis and a Way Forward. (2013). Zenios, Stavros. In: Working Papers. RePEc:ecl:upafin:13-09. Full description at Econpapers || Download paper | 14 |
| 45 | 2000 | Are Correlations of Stock Returns Justified by Subsequent Changes in National Outputs?. (2000). Harvey, Campbell ; Dumas, Bernard ; Ruiz, Pierre. In: Working Papers. RePEc:ecl:upafin:00-2. Full description at Econpapers || Download paper | 13 |
| 46 | 2013 | Liquidity: How Banks Create It and How It Should Be Regulated. (2013). , Christa. In: Working Papers. RePEc:ecl:upafin:13-32. Full description at Econpapers || Download paper | 13 |
| 47 | 2008 | Securitization, Transparency and Liquidity. (2008). Volpin, Paolo ; Pagano, Marco. In: Working Papers. RePEc:ecl:upafin:09-1. Full description at Econpapers || Download paper | 13 |
| 48 | 2013 | The Effects of Foreign and Government Ownership on Bank Lending Behavior during a Crisis in Central and Eastern Europe. (2013). Kowalewski, Oskar ; Jackowicz, Krzysztof ; Allen, Franklin. In: Working Papers. RePEc:ecl:upafin:13-25. Full description at Econpapers || Download paper | 13 |
| 49 | 2014 | Credit Access after Consumer Bankruptcy Filing: New Evidence. (2014). li, wenli ; Jagtiani, Julapa. In: Working Papers. RePEc:ecl:upafin:14-13. Full description at Econpapers || Download paper | 13 |
| 50 | 2010 | Living Wills as a Catalyst for Action. (2010). Schoenmaker, Dirk ; Avgouleas, Emilios ; Goodhart, Charles. In: Working Papers. RePEc:ecl:upafin:10-09. Full description at Econpapers || Download paper | 12 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2013 | Bank Regulation and Supervision in 180 Countries from 1999 to 2011. (2013). Levine, Ross ; Caprio, Gerard ; Barth, James. In: Working Papers. RePEc:ecl:upafin:13-04. Full description at Econpapers || Download paper | 54 |
| 2 | 2013 | Who Said Large Banks Dont Experience Scale Economies? Evidence from a Risk-Return-Driven Cost Function. (2013). Mester, Loretta ; Hughes, Joseph. In: Working Papers. RePEc:ecl:upafin:13-17. Full description at Econpapers || Download paper | 14 |
| 3 | 2010 | Monetary Policy, Leverage, and Bank Risk-Taking. (2010). Marquez, Robert ; Laeven, Luc ; Dell'ariccia, Giovanni. In: Working Papers. RePEc:ecl:upafin:11-05. Full description at Econpapers || Download paper | 13 |
| 4 | 2013 | Sovereign Ceilings Lite? The Impact of Sovereign Ratings on Corporate Ratings. (2013). Valenzuela, Patricio ; Cowan, Kevin ; Borensztein, Eduardo. In: Working Papers. RePEc:ecl:upafin:13-11. Full description at Econpapers || Download paper | 9 |
| 5 | 2018 | The Evolving Complexity of Capital Regulation. (2018). Herring, Richardj. In: Working Papers. RePEc:ecl:upafin:18-01. Full description at Econpapers || Download paper | 7 |
| 6 | 2015 | Prestige without Purpose? Reputation, Differentiation, and Pricing in U.S. Equity Underwriting. (2015). Megginson, William L ; Gatchev, Vladimir A ; Fernando, Chitru S ; May, Anthony D. In: Working Papers. RePEc:ecl:upafin:15-09. Full description at Econpapers || Download paper | 5 |
| 7 | 2011 | Optimal Portfolio Choice over the Life-Cycle with Flexible Work, Endogenous Retirement, and Lifetime Payouts. (2011). Mitchell, Olivia ; Horneff, Wolfram ; Maurer, Raimond ; Chai, Jingjing. In: Working Papers. RePEc:ecl:upafin:11-43. Full description at Econpapers || Download paper | 5 |
| 8 | 2014 | The Federal Reserves Discount Window and TAF Programs: Pushing on a String?. (2014). Black, Lamont K ; Dlugosz, Jennifer ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:14-06. Full description at Econpapers || Download paper | 4 |
| 9 | 2016 | The Corporate Complexity of Global Systemically Important Banks. (2016). Herring, Richard ; Carmassi, Jacopo. In: Working Papers. RePEc:ecl:upafin:16-09. Full description at Econpapers || Download paper | 4 |
| 10 | 2013 | Financial Openness, Market Structure and Private Credit: An Empirical Investigation. (2013). Valenzuela, Patricio ; Fischer, Ronald. In: Working Papers. RePEc:ecl:upafin:13-26. Full description at Econpapers || Download paper | 3 |
| 11 | 2007 | Law and the Market: The Impact of Enforcement. (2007). Coffee, John C.. In: Working Papers. RePEc:ecl:upafin:07-3. Full description at Econpapers || Download paper | 3 |
| 12 | 2011 | An Alternative View on Law, Institutions, Finance and Growth. (2011). Qian, Jun ; Allen, Franklin ; Zhang, Chenying. In: Working Papers. RePEc:ecl:upafin:11-64. Full description at Econpapers || Download paper | 2 |
| 13 | 2010 | Financial Connections and Systemic Risk. (2010). Carletti, Elena ; Babus, Ana ; Allen, Franklin. In: Working Papers. RePEc:ecl:upafin:10-20. Full description at Econpapers || Download paper | 2 |
| 14 | 2010 | Capital Regulation and Risk Sharing: Commentary. (2010). Gale, Douglas. In: Working Papers. RePEc:ecl:upafin:11-10. Full description at Econpapers || Download paper | 2 |
| 15 | 2011 | How Does Capital Affect Bank Performance during Financial Crises?. (2011). , Christa ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:11-36. Full description at Econpapers || Download paper | 2 |
| 16 | 2011 | How Does Capital Affect Bank Performance during Financial Crises?. (2011). , Christa ; Berger, Allen N. In: Working Papers. RePEc:ecl:upafin:11-22. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series